An iterative procedure to solve HJBI equations in nonlinear H_infinity control.
Date
2008
Authors
Feng, Yantao
Rotkowitz, Michael
Anderson, Brian
Journal Title
Journal ISSN
Volume Title
Publisher
Elsevier
Abstract
In this paper, an iterative algorithm to solve a special class of Hamilton-Jacobi-Bellman-Isaacs (HJBI) equations is proposed. By constructing two series of nonnegative functions, we replace the problem of solving an HJBI equation by the problem of solving a sequence of Hamilton-Jacobi-Bellman (HJB) equations whose solutions can be approximated recursively by existing methods. The local convergence of the algorithm is guaranteed. A numerical example is provided to demonstrate the accuracy of the proposed algorithm.
Description
Keywords
Keywords: Differential or dynamic games; Existing method; Hamilton-Jacobi-Bellman; Hamilton-Jacobi-Bellman equations; Iterative algorithm; Iterative procedures; Local Convergence; Nonlinear H-infinity control; Nonnegative functions; Numerical example; Robust contro Differential or dynamic games; Robust control of nonlinear systems; Robust controller synthesis
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Source
Proceedings of International Federation of Automatic Control World Congress (SYSID 2008)
Type
Conference paper
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2037-12-31